湖北文理学院学报2016，Vol.37Issue(5)：5-8,4.
欧式复杂任选期权定价公式推广
Promotion of Pricing Formula for European Complex Chooser Options
摘要
Abstract
On condition that the stock price obeys lognormal distribution, using the heat conduction equation, the value of standard chooser options with constant coefficient is generalized, the calculation formula of the chooser optional value at any moment is derived when the risk-free rate of interest rate and stock price volatility is random.关键词
欧式任选期权/对数正态分布/热传导方程/股票看涨/股票看跌Key words
European chooser options/Lognormal distribution/Heat conduction equation/Stock call option/Stock put option分类
数理科学引用本文复制引用
王海叶..欧式复杂任选期权定价公式推广[J].湖北文理学院学报,2016,37(5):5-8,4.基金项目
宁德师范学院青年教师专项课题(2014Q62) （2014Q62）
